Time the Markets: Using Technical Analysis to Interpret Economic Data, Revised Edition

Appendix C. EasyLanguage Programs

for Filtered, Two Moving-Average Crossover Systems

Buys and Sells if Fast Average Crosses Over Slow Average Plus a Percentage Filter With Delay.

Click here to view code image

inputs: FLen(86), SLen(35),Filter(0.07), delay(1);variables: FMA(0),SMA(0),Btime(0),Stime(0);FMA = average(Close of data2,FLen) of data2;SMA = average(Close of data2,SLen) of data2;If Currentbar > SLen and FMA crosses aboveSMA*(1+Filter) then       Begin               Btime=currentbar+delay;               Stime=0;       End;If Currentbar = Btime then Buy this bar at close;If Currentbar > SLen and FMA crosses below SMA*(1-Filter) then       Begin               Stime=currentbar+delay;               Btime=0;       End;If Currentbar = Stime ...